QUIC Financial Technologies produces software used in the pricing of contracts in financial markets. Such software is based on mathematical models. In turn these models must be calibrated to market data. The sensitivity of the prices given by the models to small changes in the input parameters, that is the derivatives of the prices, are […]

A major challenge for portfolio managers is that it is hard for them to predict the future. In practice, they would settle for being able to identify which stocks are likely to perform well and which are likely to perform badly in the next month. This project will include the investigation of algorithms for using […]

Like many companies in the energy business, Encana Power Corp. is interested in pricing options and future contracts related to the price of power and gas. The heat rate plays a role in related decisions and it is of importance to determine better estimates of swing and related options. The internship research will develop and […]

Vancouver City Savings Credit Union (Vancity) and its subsidiary, Citizens Bank of Canada, is looking to improve its current commercial mortgage risk rating systems to better predict the default possibility of commercial mortgage loan customers. In this project, the intern will begin with familiarizing herself with the principles, processes and operation of the existing rating […]

Fund managers must select a portfolio of assets from a group of securities so as to balance the conflicting goals of maximizing portfolio return and minimizing portfolio risk. There are many elegant approaches to this problem. All suffer from the same flaw – they all require estimates of the expected future risk and return of […]

The project has to do with the financial evaluation of using different types of trees as biomass for energetic consideration. This initiative is designed to develop a model to analyze and evaluate the economic benefits of the intensive cultivation of willow trees and compare them with results obtained with traditional forestry practices. The project also […]

Stock-based compensation allows employers and employees to share in the risks and rewards of their company’s success. In addition to intangible benefits such as team building and goal sharing, there can also be large financial rewards for employees and similar costs to employers. These costs must be reported in the company’s financial documents such as […]

A prototype Forex currency trading system has demonstrated a proof of concept on a static data set. The current project proposes to implement the trading system for real-time applications.

Le projet consiste à bâtir un outil permettant d’évaluer les économies que les clients peuvent espérer en mettant en place le procédé et le logiciel proposé par Merinio. Le logiciel est un outil permettant de faire la gestion de la main d’œuvre de façon plus efficace en automatisant des tâches, en éliminant des tâches répétitives […]

We aim to use Saskatchewan’s data and current protocols to explore and identify the risk factors for the challenge of investigating cases of missing children. We will be using a variety of analytical methods in order to come up with a set of valuable recommendations for improving the process of investigating the cases of missing […]

Machine learning is an active field of research and development to provide tools and technologies for finding significant patterns in data. Behind every face detection and face recognition software in digital cameras or social network websites a constantly under-development machine learning algorithm is working. Nowadays in any practical applications of machine learning we have to […]

Pension funds and insurance companies generally have prior commitments with fixed terms. As a result, these institutional investors might need to alter their investment strategies drastically with low interest rates, which will in turn affect the performances of their portfolios. In this research project, we plan to study the effect of interest rates on the […]